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Fundamental solutions for Kolmogorov-Fokker-Planck operators with time-depending measurable coefficients

  • Received: 25 February 2020 Accepted: 06 July 2020 Published: 10 July 2020
  • We consider a Kolmogorov-Fokker-Planck operator of the kind: $ \mathcal{L}u = \sum\limits_{i,j = 1}^{q}a_{ij}\left( t\right) \partial_{x_{i}x_{j}} ^{2}u+\sum\limits_{k,j = 1}^{N}b_{jk}x_{k}\partial_{x_{j}}u-\partial_{t}u,\qquad (x,t)\in\mathbb{R}^{N+1} $ where $\left\{ a_{ij}\left(t\right) \right\} _{i, j = 1}^{q}$ is a symmetric uniformly positive matrix on $\mathbb{R}^{q}$, $q\leq N$, of bounded measurable coefficients defined for $t\in\mathbb{R}$ and the matrix $B = \left\{ b_{ij}\right\} _{i, j = 1}^{N}$ satisfies a structural assumption which makes the corresponding operator with constant $a_{ij}$ hypoelliptic. We construct an explicit fundamental solution $\Gamma$ for $\mathcal{L}$, study its properties, show a comparison result between $\Gamma$ and the fundamental solution of some model operators with constant $a_{ij}$, and show the unique solvability of the Cauchy problem for $\mathcal{L}$ under various assumptions on the initial datum.

    Citation: Marco Bramanti, Sergio Polidoro. Fundamental solutions for Kolmogorov-Fokker-Planck operators with time-depending measurable coefficients[J]. Mathematics in Engineering, 2020, 2(4): 734-771. doi: 10.3934/mine.2020035

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  • We consider a Kolmogorov-Fokker-Planck operator of the kind: $ \mathcal{L}u = \sum\limits_{i,j = 1}^{q}a_{ij}\left( t\right) \partial_{x_{i}x_{j}} ^{2}u+\sum\limits_{k,j = 1}^{N}b_{jk}x_{k}\partial_{x_{j}}u-\partial_{t}u,\qquad (x,t)\in\mathbb{R}^{N+1} $ where $\left\{ a_{ij}\left(t\right) \right\} _{i, j = 1}^{q}$ is a symmetric uniformly positive matrix on $\mathbb{R}^{q}$, $q\leq N$, of bounded measurable coefficients defined for $t\in\mathbb{R}$ and the matrix $B = \left\{ b_{ij}\right\} _{i, j = 1}^{N}$ satisfies a structural assumption which makes the corresponding operator with constant $a_{ij}$ hypoelliptic. We construct an explicit fundamental solution $\Gamma$ for $\mathcal{L}$, study its properties, show a comparison result between $\Gamma$ and the fundamental solution of some model operators with constant $a_{ij}$, and show the unique solvability of the Cauchy problem for $\mathcal{L}$ under various assumptions on the initial datum.


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